-51.5%
FISV vs LUNR
+51.5%
-103.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.6% |
| 7D | -7.2% | -0.5% | -6.7% | -7.2% |
| 30D | -7.2% | -11.3% | +4.1% | -7.2% |
| 3M | -8.2% | -44.9% | +36.7% | -8.0% |
| 6M | -17.7% | -17.3% | -0.4% | -17.8% |
| YTD | -27.2% | -9.9% | -17.2% | -27.3% |
| 1Y | -63.0% | +76.1% | -139.1% | -63.1% |
| 3Y | -59.8% | +240.0% | -299.8% | -59.8% |
| All | -51.5% | +51.5% | -103.0% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LUNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling